+8.1%
EWZ vs GEN
+20.2%
-12.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.3% | +1.5% |
| 7D | -4.1% | +26.9% | -30.9% | -4.7% |
| 30D | -25.0% | +38.6% | -63.6% | -25.6% |
| 3M | -10.6% | +9.7% | -20.4% | -11.4% |
| 6M | -16.6% | +58.9% | -75.5% | -17.3% |
| YTD | +2.5% | +15.3% | -12.9% | +2.1% |
| 1Y | +8.1% | +21.8% | -13.7% | +6.1% |
| All | +8.1% | +20.2% | -12.1% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling